Towards robust results in Multi-Criteria Decision Analysis: ranking reversal free methods case study

Abstract

The practical capabilities of decision support systems are beneficial in many complex problems. They aim to equip the decision-maker with knowledge about the preferred choices from the set under consideration. Often, there are minor differences between the alternatives analyzed, making it necessary to determine whether changes in the parameters characterizing them can influence their final position. For this purpose, a sensitivity analysis of the solutions can be used to examine the resistance of the results to changes. In this paper, we address the problem of performing the sensitivity analysis using MCDA methods. Most studies focus on testing the sensitivity of rankings of popular methods. However, their main disadvantage is their susceptibility to the phenomenon of ranking reversal. It may distort the results obtained in a sensitivity analysis. Therefore, it is worth using methods resistant to the ranking reversal phenomenon for this purpose. The SPOTIS and COMET methods were used in a theoretical multi-criteria problem, where the calculated results were then subjected to sensitivity analysis. The study showed that the SPOTIS method tends to be more robust to the computed results.